RBG concentrated - Tech + Energy + Core ETF 2025 Q1
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
GOOGL Alphabet Inc Class A | Communication Services | 36% |
PBR Petróleo Brasileiro S.A. - Petrobras | Energy | 25% |
SPLG SPDR Portfolio S&P 500 ETF | Large Cap Blend Equities | 39% |
Performance
Performance Chart
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The earliest data available for this chart is Nov 15, 2005, corresponding to the inception date of SPLG
Returns By Period
As of May 14, 2025, the RBG concentrated - Tech + Energy + Core ETF 2025 Q1 returned -6.19% Year-To-Date and 18.75% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.08% | 9.75% | -1.63% | 12.74% | 15.66% | 10.77% |
| RBG concentrated - Tech + Energy + Core ETF 2025 Q1 | -6.19% | 6.54% | -4.91% | -0.24% | 25.97% | 18.75% |
| Portfolio components: | ||||||
GOOGL Alphabet Inc Class A | -15.63% | 1.52% | -11.96% | -5.23% | 18.84% | 19.41% |
PBR Petróleo Brasileiro S.A. - Petrobras | -3.10% | 7.79% | -2.18% | -16.87% | 44.97% | 14.77% |
SPLG SPDR Portfolio S&P 500 ETF | 0.46% | 9.92% | -1.04% | 14.16% | 17.40% | 12.69% |
Monthly Returns
The table below presents the monthly returns of RBG concentrated - Tech + Energy + Core ETF 2025 Q1, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 6.49% | -8.05% | -3.25% | -5.32% | 4.59% | -6.19% | |||||||
| 2024 | 2.47% | 0.75% | 2.46% | 4.51% | 2.99% | 2.62% | -2.23% | 1.18% | 0.23% | -0.67% | 3.24% | 2.91% | 22.26% |
| 2023 | 9.00% | -5.34% | 5.37% | 4.96% | 7.84% | 7.75% | 6.90% | 0.22% | -1.18% | -2.62% | 7.11% | 4.88% | 53.58% |
| 2022 | 1.01% | 0.98% | 3.46% | -9.30% | 4.17% | -9.99% | 13.06% | 4.57% | -11.78% | 3.96% | 4.63% | -8.73% | -7.07% |
| 2021 | -1.44% | 0.37% | 3.91% | 8.59% | 3.88% | 6.38% | 2.21% | 5.80% | -5.98% | 6.24% | -0.60% | 5.58% | 39.85% |
| 2020 | -0.33% | -8.84% | -21.59% | 15.93% | 6.25% | 1.50% | 5.60% | 6.16% | -7.73% | 2.42% | 13.62% | 3.98% | 11.48% |
| 2019 | 12.40% | 0.37% | 2.55% | 1.09% | -6.44% | 4.10% | 3.82% | -3.84% | 3.23% | 4.89% | 0.52% | 4.05% | 28.78% |
| 2018 | 13.97% | -2.18% | -2.61% | -0.53% | -1.53% | -3.10% | 8.59% | -0.40% | 2.05% | 2.88% | -2.19% | -8.39% | 4.86% |
| 2017 | 2.36% | 2.08% | -0.65% | 2.06% | 1.98% | -3.15% | 3.36% | 0.85% | 3.99% | 4.59% | -0.63% | 2.39% | 20.70% |
| 2016 | -8.19% | -0.72% | 19.27% | 7.76% | -8.18% | 6.60% | 12.72% | 2.07% | 1.52% | 9.81% | -3.04% | -1.87% | 39.93% |
| 2015 | -5.09% | 6.34% | -3.05% | 12.04% | -3.35% | 1.27% | 0.88% | -5.80% | -7.08% | 12.62% | 1.29% | -0.85% | 7.16% |
| 2014 | -3.72% | 2.98% | 0.36% | 0.73% | 3.94% | 2.66% | 1.43% | 7.89% | -8.73% | -4.91% | -3.67% | -5.79% | -7.81% |
Expense Ratio
RBG concentrated - Tech + Energy + Core ETF 2025 Q1 has an expense ratio of 0.01%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of RBG concentrated - Tech + Energy + Core ETF 2025 Q1 is 3, meaning it’s performing worse than 97% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
GOOGL Alphabet Inc Class A | -0.17 | -0.05 | 0.99 | -0.19 | -0.42 |
PBR Petróleo Brasileiro S.A. - Petrobras | -0.54 | -0.63 | 0.92 | -0.43 | -1.36 |
SPLG SPDR Portfolio S&P 500 ETF | 0.73 | 1.15 | 1.17 | 0.77 | 2.94 |
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Dividends
Dividend yield
RBG concentrated - Tech + Energy + Core ETF 2025 Q1 provided a 4.83% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.83% | 6.20% | 5.18% | 15.78% | 5.13% | 1.21% | 1.08% | 1.11% | 0.68% | 0.77% | 0.77% | 2.34% |
| Portfolio components: | ||||||||||||
GOOGL Alphabet Inc Class A | 0.50% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PBR Petróleo Brasileiro S.A. - Petrobras | 16.60% | 22.35% | 18.47% | 60.50% | 18.59% | 2.42% | 1.53% | 0.98% | 0.00% | 0.00% | 0.00% | 6.57% |
SPLG SPDR Portfolio S&P 500 ETF | 1.30% | 1.28% | 1.44% | 1.69% | 1.25% | 1.54% | 1.79% | 2.23% | 1.75% | 1.97% | 1.98% | 1.79% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the RBG concentrated - Tech + Energy + Core ETF 2025 Q1. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the RBG concentrated - Tech + Energy + Core ETF 2025 Q1 was 59.67%, occurring on Nov 20, 2008. Recovery took 1121 trading sessions.
The current RBG concentrated - Tech + Energy + Core ETF 2025 Q1 drawdown is 12.14%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -59.67% | Dec 27, 2007 | 229 | Nov 20, 2008 | 1121 | May 8, 2013 | 1350 |
| -40.73% | Feb 20, 2020 | 23 | Mar 23, 2020 | 165 | Nov 13, 2020 | 188 |
| -30.38% | Sep 3, 2014 | 364 | Feb 11, 2016 | 104 | Jul 12, 2016 | 468 |
| -22.25% | Feb 5, 2025 | 44 | Apr 8, 2025 | — | — | — |
| -20.36% | Aug 19, 2022 | 84 | Dec 16, 2022 | 100 | May 12, 2023 | 184 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 3 assets, with an effective number of assets of 2.91, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | PBR | GOOGL | SPLG | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.46 | 0.66 | 0.86 | 0.76 |
| PBR | 0.46 | 1.00 | 0.28 | 0.41 | 0.77 |
| GOOGL | 0.66 | 0.28 | 1.00 | 0.59 | 0.75 |
| SPLG | 0.86 | 0.41 | 0.59 | 1.00 | 0.73 |
| Portfolio | 0.76 | 0.77 | 0.75 | 0.73 | 1.00 |